Computational information geometry in statistics: mixture modelling

DOI10.1007/978-3-642-40020-9_34MaRDI QIDQ5410548zbMATH OpenOpenAlexFDO

Authors Karim Anaya-Izquierdo, Frank Critchley, Paul Marriott, Paul Vos

Publication date 16 April 2014

Published in Lecture Notes in Computer Science (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1209.1988, http://oro.open.ac.uk/38382/1/cigmixtures_submitted_final.pdf

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Parametric inference (62F99) Measures of information, entropy (94A17)

Abstract: This paper lays the foundations for a unified framework for numerically and computationally applying methods drawn from a range of currently distinct geometrical approaches to statistical modelling. In so doing, it extends information geometry from a manifold based approach to one where the simplex is the fundamental geometrical object, thereby allowing applications to models which do not have a fixed dimension or support. Finally, it starts to build a computational framework which will act as a proxy for the 'space of all distributions' that can be used, in particular, to investigate model selection and model uncertainty. A varied set of substantive running examples is used to illustrate theoretical and practical aspects of the discussion. Further developments are briefly indicated.

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